A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems

DOI10.1016/j.amc.2014.08.096zbMath1343.62059OpenAlexW2161155399MaRDI QIDQ297706

Qin Zhou, Baolin Liu, Yuanbiao Hu

Publication date: 17 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.08.096

zbMATH Keywords

recursive identificationparameter estimationnonlinear systemgradient algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (29)

Convergence analysis of the hierarchical least squares algorithm for bilinear-in-parameter systems ⋮ The recursive least squares identification algorithm for a class of Wiener nonlinear systems ⋮ A novel parameter separation based identification algorithm for Hammerstein systems ⋮ Hierarchical gradient parameter estimation algorithm for Hammerstein nonlinear systems using the key term separation principle ⋮ Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique ⋮ Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise ⋮ Recursive least squares parameter estimation for a class of output nonlinear systems based on the model decomposition ⋮ Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems ⋮ Recursive least squares algorithm and gradient algorithm for Hammerstein-Wiener systems using the data filtering ⋮ Hierarchical multi-innovation extended stochastic gradient algorithms for input nonlinear multivariable OEMA systems by the key-term separation principle ⋮ Decomposition based least squares iterative estimation algorithm for two-input single-output output error systems ⋮ Stochastic gradient algorithm for multi-input multi-output Hammerstein FIR-MA-like systems using the data filtering ⋮ Parameter identification of a class of nonlinear systems based on the multi-innovation identification theory ⋮ An auxiliary model based least squares algorithm for a dual-rate state space system with time-delay using the data filtering ⋮ Robust identification of Wiener time-delay system with expectation-maximization algorithm ⋮ Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems ⋮ Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems ⋮ A recursive least squares parameter estimation algorithm for output nonlinear autoregressive systems using the input-output data filtering ⋮ Parameter estimation for nonlinear systems by using the data filtering and the multi-innovation identification theory ⋮ Filtering based recursive least squares algorithm for multi-input multioutput Hammerstein models ⋮ Model equivalence-based identification algorithm for equation-error systems with colored noise ⋮ Multi-innovation stochastic gradient identification for Hammerstein controlled autoregressive autoregressive systems based on the filtering technique ⋮ Decomposition-based least squares parameter estimation algorithm for input nonlinear systems using the key term separation technique ⋮ Recursive and iterative least squares parameter estimation algorithms for observability canonical state space systems ⋮ Convergence Analysis of Weighted Stochastic Gradient Identification Algorithms Based on Latest‐Estimation for ARX Models ⋮ Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates ⋮ EM algorithm-based identification of a class of nonlinear Wiener systems with missing output data ⋮ Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation ⋮ Weighted hierarchical stochastic gradient identification algorithms for ARX models

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